I agree with Abe Froman. Joining clubs is really a great way to make friends. They usually have icebreaker events for you to attend where most people are just as unsure as you are. In classes, you could just ask a simple question to a friendly person (like "is this the class for ___ ") . That could be a good icebreaker and lead in to a conversation. Everyone knows the uncertainty of finding the right classroom!
A lot of people are scared in their first year: some just as scared as fellow students with anxiety, and others not as scared but scared all the same.
Best wishes and good luck in your first semester!